AmSys - Programmdarstellung

Finance, Insurance, Risk: Modeling

1	Feynman-Kac-Formula for Option Pricing in L'evy Models Kathrin Glau 1,2 , Ernst Eberlein 1 1 University Freiburg, Stochastics, Freiburg 2 University of Freiburg, Stochastics, Freiburg

2	A fractional credit model with long range dependent hazard rate Holger Fink 1 , Claudia Klüppelberg 1 , Francesca Biagini 2 1 Technische Universität München, Mathematics, Garching 2 Ludwig-Maximilians-Universität, Department of Mathematics, Munich

3	EXISTENCE OF THE NUMERAIRE PORTFOLIO UNDER TRANSACTION COSTS Jörn Sass 1 1 University of Kaiserslautern, Department of Mathematics, Kaiserslautern